[R] Time Series Analysis: book?

jfontain@free.fr jfontain at free.fr
Fri Sep 9 07:07:14 CEST 2005

Quoting Spencer Graves <spencer.graves at pdf.com>:

> 	  1.  Have you read the appropriate chapter in Venables and Ripley
> (2002) Modern Applied Statists with S (Springer)?  If no, I suggest you
> start there.
> 	  2.  Have you worked through the vignettes associated with the "zoo"
> package?  If no, you might find that quite useful.  [Are you aware that
> edit(vignette(...)) will provide a script file with the R code discussed
> in the vignette, which can be viewed in Adobe Acrobat while you are
> working throught the examples line by line, modifying them, etc.?  I've
> found this to be very useful.  If you use XEmacs, "edit(vignette(...))"
> may not work.  Instead, try Stangle(vignette(...)$file).  This will copy
> the R code to a file in the working directory, which you can then open.]
> 	  3.  Have you considered Durbin, J. and Koopman, S. J. (2001) _Time
> Series Analysis by State Space Methods._  Oxford University Press?  If
> no, you might want to spend some time with that.
> 	   I'm still looking for the right kind of introduction and overview to
> what is available in R for time series analysis, especially with a
> Bayesian approach to Kalman filtering and smoothing.  Unfortunately, I
> have yet to find the key I feel I need to get started, though I found
> the vignettes with zoo to be quite helpful.

Thank you very much Spencer and all who responded.

I think I have enough to get started with all this valuable information.


More information about the R-help mailing list